-3.9%
RFMZ vs SPY
+113.5%
-117.4%
-39.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -0.3% | +0.5% | -0.9% | -0.4% |
| 30D | -1.8% | -0.9% | -0.9% | -1.6% |
| 3M | -1.2% | +3.9% | -5.1% | -2.2% |
| 6M | +4.4% | +14.5% | -10.1% | +0.8% |
| YTD | +7.0% | +12.9% | -5.9% | +3.7% |
| 1Y | +8.2% | +19.4% | -11.2% | +3.3% |
| 3Y | +18.3% | +78.5% | -60.1% | +1.2% |
| 5Y | -12.5% | +81.8% | -94.3% | -26.6% |
| All | -3.9% | +113.5% | -117.4% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling